Related comment: "Even the data aren't sufficient." -- Brian Joiner (some years ago).
Explanation: See W.E. Deming on "analytic" vs "enumerative" statistics. --- Bert On Thu, Jun 7, 2012 at 8:06 PM, R. Michael Weylandt <michael.weyla...@gmail.com> wrote: > Short answer: no, those are (in general) insufficient parameters to > characterize a distribution. > > Long answer: unfortunately, it's not uncommon that those "summary > statistics" are the only ones reported based on someone or other's > limited experience with the Gaussian. There are a few things you could > try, but each of them has problems: > > i) Pretend like your data is in fact normal and use those parameters > because they do uniquely characterize a normal distribution. MASS > (among others) provides a multivariate normal distribution [mvrnorm] > if you have a covariance matrix available. > > ii) If you have reason to imagine another distribution [guided by > domain knowledge], try to get its parameters in so far as possible by > moment matching. Covariance structures are much harder for the general > case though. > > iii) If you can get something that resembles original data, simply > work by bootstrapping / imputation. > > Hope this helps, > Michael > > On Thu, Jun 7, 2012 at 3:34 PM, Andras Farkas <motyoc...@yahoo.com> wrote: >> Dear All, >> >> I often have to work with certain models in which I try to "reproduce" a >> distribution the best I can with very little known information avaible. Is >> there a package or function in R that could best reproduce a probability >> distribution using only the mean, median and SD values availble without >> knowing the actual distribution type to begin with and/or the covariance >> matrix (for more then 1 data set)? All I usually have reported availble is >> mean, median and SD. I hope I made my question clear enough... >> >> thanks, >> >> Andras >> >> >> [[alternative HTML version deleted]] >> >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
